//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory and volatility per...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
623,348
Theory
608,451
USA
54,798
United States
53,393
Börsenkurs
52,298
Share price
50,773
Schätzung
45,571
Estimation
44,534
Volatility
40,763
Volatilität
40,495
Kapitaleinkommen
39,246
Capital income
39,146
Welt
33,697
World
32,945
Aktienmarkt
29,879
Stock market
29,776
Zeitreihenanalyse
29,666
Deutschland
25,812
Portfolio-Management
25,753
Portfolio selection
25,528
Geldpolitik
25,107
Monetary policy
24,347
Germany
24,034
Prognoseverfahren
21,906
Forecasting model
21,523
Risiko
21,523
Risk
21,400
Mathematische Optimierung
16,941
Mathematical programming
16,836
Wirtschaftswachstum
15,802
Schätztheorie
15,667
Economic growth
15,262
Estimation theory
15,257
CAPM
14,415
Finanzmarkt
13,786
Financial market
13,527
Spieltheorie
12,743
EU-Staaten
12,348
Stochastischer Prozess
12,343
more ...
less ...
Online availability
All
Free
9,695
Undetermined
5,372
Type of publication
All
Article
15,031
Book / Working Paper
13,595
Journal
16
Other
1
Type of publication (narrower categories)
All
Article in journal
13,729
Aufsatz in Zeitschrift
13,729
Graue Literatur
7,044
Non-commercial literature
7,044
Working Paper
6,830
Arbeitspapier
6,825
Aufsatz im Buch
952
Book section
952
Hochschulschrift
760
Thesis
622
Collection of articles of several authors
217
Sammelwerk
217
Collection of articles written by one author
163
Sammlung
163
Lehrbuch
140
Bibliografie enthalten
123
Bibliography included
123
Textbook
122
Aufsatzsammlung
107
Amtsdruckschrift
96
Government document
96
Konferenzschrift
90
Conference paper
80
Konferenzbeitrag
80
Systematic review
74
Übersichtsarbeit
74
Forschungsbericht
61
research-article
56
Conference proceedings
50
Rezension
40
Statistik
35
Mehrbändiges Werk
32
Multi-volume publication
32
Statistics
25
Handbook
20
Handbuch
20
Festschrift
19
Bibliografie
15
Reprint
14
Case study
12
more ...
less ...
Language
All
English
27,428
German
580
Undetermined
165
Spanish
163
French
140
Italian
39
Portuguese
37
Polish
28
Russian
19
Czech
12
Dutch
9
Croatian
7
Swedish
7
Hungarian
6
Turkish
6
Norwegian
5
Malay (macrolanguage)
4
Slovak
4
Danish
3
Finnish
3
Slovenian
3
Chinese
3
Romanian
2
Bulgarian
1
Valencian
1
Japanese
1
Serbian
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
339
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
118
Gupta, Rangan
115
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
102
Koop, Gary
100
Harvey, Andrew C.
96
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
61
more ...
less ...
Institution
All
National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
more ...
less ...
Published in...
All
Journal of econometrics
673
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
204
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
184
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
110
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
98
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
28,378
RePEc
175
Other ZBW resources
66
EconStor
12
BASE
7
ArchiDok
5
Showing
1
-
10
of
28,643
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
2
Modeling Latin-American stock and Forex markets
volatility
: empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
3
An empirical note about estimation and forecasting Latin American Forex returns
volatility
: the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
4
Predicting stock return and
volatility
with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
5
Revisiting the auto-regressive integrated moving average approach to modelling
volatility
using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
6
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
7
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Saved in:
8
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
9
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
10
Persistence in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->